SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Oct-2022

Day Change Summary
	Previous	Current
	21-Oct-2022	24-Oct-2022	Change	Change %	Previous Week
Open	365.12	375.89	10.77	2.9%	364.01
High	374.80	380.06	5.26	1.4%	375.45
Low	363.54	373.11	9.57	2.6%	357.28
Close	374.29	378.87	4.58	1.2%	374.29
Range	11.26	6.95	-4.31	-38.3%	18.17
ATR	9.19	9.03	-0.16	-1.7%	0.00
Volume	131,038,300	85,436,900	-45,601,400	-34.8%	489,399,100

Daily Pivots for day following 24-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	398.20	395.48	382.69
R3	391.25	388.53	380.78
R2	384.30	384.30	380.14
R1	381.58	381.58	379.51	382.94
PP	377.35	377.35	377.35	378.03
S1	374.63	374.63	378.23	375.99
S2	370.40	370.40	377.60
S3	363.45	367.68	376.96
S4	356.50	360.73	375.05

Weekly Pivots for week ending 21-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	423.51	417.07	384.28
R3	405.35	398.90	379.29
R2	387.18	387.18	377.62
R1	380.73	380.73	375.96	383.95
PP	369.01	369.01	369.01	370.62
S1	362.56	362.56	372.62	365.79
S2	350.84	350.84	370.96
S3	332.67	344.39	369.29
S4	314.50	326.23	364.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	380.06	363.54	16.52	4.4%	8.10	2.1%	93%	True	False	96,333,560
10	380.06	348.11	31.95	8.4%	9.47	2.5%	96%	True	False	101,530,200
20	380.06	348.11	31.95	8.4%	9.22	2.4%	96%	True	False	102,432,605
40	411.73	348.11	63.62	16.8%	8.02	2.1%	48%	False	False	94,721,325
60	431.73	348.11	83.62	22.1%	7.04	1.9%	37%	False	False	83,422,225
80	431.73	348.11	83.62	22.1%	6.93	1.8%	37%	False	False	80,538,510
100	431.73	348.11	83.62	22.1%	7.04	1.9%	37%	False	False	83,152,468
120	431.73	348.11	83.62	22.1%	7.50	2.0%	37%	False	False	88,016,411

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.19
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	409.60
2.618	398.26
1.618	391.31
1.000	387.01
0.618	384.36
HIGH	380.06
0.618	377.41
0.500	376.59
0.382	375.76
LOW	373.11
0.618	368.81
1.000	366.16
1.618	361.86
2.618	354.91
4.250	343.57

Fisher Pivots for day following 24-Oct-2022
Pivot	1 day	3 day
R1	378.11	376.51
PP	377.35	374.16
S1	376.59	371.80

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These figures are updated between 7pm and 10pm EST after a trading day.

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